-40.9%
TSCO vs SHEL
+32.9%
-73.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.5% | +1.2% |
| 7D | +0.8% | +2.2% | -1.5% | +0.9% |
| 30D | +5.5% | +6.8% | -1.4% | +5.9% |
| 3M | +20.0% | +8.1% | +11.8% | +20.7% |
| 6M | -29.8% | +14.4% | -44.2% | -29.7% |
| YTD | -28.7% | +30.0% | -58.6% | -28.7% |
| 1Y | -40.9% | +33.3% | -74.2% | -40.1% |
| All | -40.9% | +32.9% | -73.8% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling